Alexey Kim hai 3 semanas
pai
achega
6a6530047a
Modificáronse 1 ficheiros con 4 adicións e 7 borrados
  1. 4 7
      strategy/alpaca/ppo/strategy.go

+ 4 - 7
strategy/alpaca/ppo/strategy.go

@@ -80,11 +80,8 @@ func (strategy qqq) Handle(turn *sentio.Turn, market sentio.Market, rs sentio.Ri
 		shouldClose := false
 		side := util.SideOf(orders[i].GetIntent())
 
-		if sentio.LONG == side && sentio.Action_SELL == turn.Action {
-			shouldClose = true
-		}
-
-		if sentio.SHORT == side && sentio.Action_BUY == turn.Action {
+		if sentio.LONG == side && sentio.Action_SELL == turn.Action ||
+			sentio.SHORT == side && sentio.Action_BUY == turn.Action {
 			shouldClose = true
 		}
 
@@ -104,7 +101,7 @@ func (strategy qqq) Handle(turn *sentio.Turn, market sentio.Market, rs sentio.Ri
 		opts := sentio.OrderUpdateOptions{
 			TakeProfit:     rs.TakeProfit(orders[i].GetSymbol(), quotes[orders[i].GetSymbol()].BidPrice),
 			StopLoss:       rs.StopLoss(orders[i].GetSymbol(), quotes[orders[i].GetSymbol()].BidPrice),
-			EnableStopLoss: strategy.EnableStopLoss(),
+			EnableStopLoss: strategy.EnableStopLoss() || rs.IsHalted(),
 		}
 
 		if err = market.UpdateOrder(orders[i].GetId(), opts); err != nil {
@@ -128,7 +125,7 @@ func (strategy qqq) Handle(turn *sentio.Turn, market sentio.Market, rs sentio.Ri
 	}
 
 	// Disable StopLoss
-	if !strategy.EnableStopLoss() {
+	if !(strategy.EnableStopLoss() || rs.IsHalted()) {
 		opts.StopLoss = nil
 	}